Four general multivariate stationary extremal Markovian processes

DOI10.1080/03610918.2014.908216MaRDI QIDQ2965554zbMATH OpenOpenAlexFDO

Authors Hsiaw-Chan Yeh

Publication date 3 March 2017

Published in Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/03610918.2014.908216

zbMATH Keywords

stationarityextremal Markovian processmax-AR(1)maxI-AR(1)min-AR(1)minI-AR(1)MSL(1)-AR(1)MSL(2)-AR(1)Pareto and semi-Pareto processessemi-logistic processes

Mathematics Subject Classification ID

Characteristic functions; other transforms (60E10) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Discrete-time Markov processes on general state spaces (60J05)

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Cites work

• scientific article; zbMATH DE number 3591262 (Why is no real title available?)
• A class of stationary Markov processes
• A generalized semi-Pareto minification process
• A multivariate semi-logistic autoregressive process and its characterization
• Applications of Marshall-Olkin Fréchet distribution
• Basic properties of strong mixing conditions. A survey and some open questions
• Bivariate semi-Pareto distributions and processes
• Bivariate semi-Pareto minification processes.
• Logistic and semi-logistic processes
• Marshall-Olkin \(q\)-Weibull distribution and max-min processes
• Multivariate semi-logistic distributions

Cited in

(6)

• Random coefficient minification processes
• Growth curve model in relation to extremal processes based on stationary random variables
• General multivariate Weibull processes
• Some stationary Markov processes in discrete time for unit vectors
• General stationary AR and MA time series models with min and max-min structures
• Stationary max-stable processes with the Markov property

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